Data Glossary
Field | Description | Data Type | Example |
date | The day on which we generated and published signals | date | 2019-02-25 |
region | Developed market region name. One of Asia, Australia & NZ, Europe, Japan, North America, and UK. | String | Europe |
org_name | Name of the legal entity | String | Industrial and Commercial Bank of China Ltd |
org_id | Refinitiv company identifier | Integer | 103536 |
public_id | TIMGroup’s instrument identifier | String | 018d2e22f65061051c5cc4f3c4966479 |
ric | Refinitiv instrument code | String | 1398.HK |
bloomberg_ticker | Bloomberg ticker | String | 1398 HK |
figi | An open source Financial Instrument Global Identifier. It is issued under the guidelines of the Object Management Group. See https://www.openfigi.com/
| String | BBG000Q16VR4 |
indicator | sentiment deciled by region {1-10} | Integer | 10 |
intercept | All ideas have a basic amount of alpha, which is represented by the intercept. You can think of intercept as the alpha of an average idea for a given month. It will be the same for all regions. | double | 0.00073675 |
is_open | Contribution of open/closed status | double | 0.00000128 |
earnings | Contribution of idea’s proximity to earnings | double | 0.00000231 |
decay | Contribution of idea age | double | -0.00022316 |
experts | Contribution of author historical performance | double | 0.0000045 |
Note on alpha component data: The values for each of the five components (intercept, is_open, earnings, decay, and experts) represent the total amount of signal attributable to each factor. The total raw signal is the sum of the four together. The indicator value itself is simply the total raw signal deciled within the region.